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Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques
Abstract In the present paper a cutting plane approach to solve mixed-integer non-linear programming (MINLP) problems, containing pseudo-convex functions, is given. It is shown how valid cutting planes for pseudo convex functions can be obtained and, furthermore, it is shown how a class of non-convex MINLP problems with a pseudo-convex objective function and pseudo-convex constraints, can be solved to global optimality with the considered cutting plane technique. Finally the numerical efficiency of the procedure, when solving some example problems, is illustrated.
Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques
Abstract In the present paper a cutting plane approach to solve mixed-integer non-linear programming (MINLP) problems, containing pseudo-convex functions, is given. It is shown how valid cutting planes for pseudo convex functions can be obtained and, furthermore, it is shown how a class of non-convex MINLP problems with a pseudo-convex objective function and pseudo-convex constraints, can be solved to global optimality with the considered cutting plane technique. Finally the numerical efficiency of the procedure, when solving some example problems, is illustrated.
Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques
Westerlund, Tapio (author) / Pörn, Ray (author)
Optimization and Engineering ; 3 ; 253-280
2002-09-01
28 pages
Article (Journal)
Electronic Resource
English
optimization , mixed-integer non-linear programming , integer non-linear programming , quasiconvex functions , pseudo-convex functions , non-convex MINLP problems , extended cutting plane method Mathematics , Agriculture , Systems Theory, Control , Optimization , Engineering, general , Environmental Management , Operation Research/Decision Theory
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